//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"McAleer, Michael"
~person:"Tisdell, Clement A."
~subject:"ARCH model"
~type_genre:"Working Paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: economics
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Theorie
94
Theory
94
Volatility
72
Volatilität
71
ARCH-Modell
52
Welt
52
World
52
Australien
42
Schätzung
41
Zeitreihenanalyse
41
Australia
40
China
40
Estimation
40
Prognoseverfahren
40
USA
40
United States
40
Forecasting model
39
Time series analysis
39
Nachhaltige Entwicklung
34
Sustainable development
34
Estimation theory
33
Schätztheorie
33
Artenvielfalt
29
Bibliometrie
29
Biodiversity
29
Bibliometrics
28
Capital market returns
28
Kapitalmarktrendite
28
Risikomaß
28
Risk measure
27
Spillover effect
24
Spillover-Effekt
24
Portfolio selection
23
Portfolio-Management
23
Taiwan
22
Modellierung
21
Stochastic process
21
Stochastischer Prozess
21
Tourism
21
more ...
less ...
Online availability
All
Free
36
Type of publication
All
Book / Working Paper
51
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
51
Graue Literatur
51
Non-commercial literature
51
Article in journal
16
Aufsatz in Zeitschrift
16
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
Author
All
McAleer, Michael
Tisdell, Clement A.
Gupta, Rangan
26
Teräsvirta, Timo
23
Chang, Chia-Lin
20
Caporale, Guglielmo Maria
16
Conrad, Christian
13
Karanasos, Menelaos
13
Hafner, Christian M.
12
Shephard, Neil G.
12
Rahbek, Anders
11
Sheppard, Kevin
11
Caporin, Massimiliano
10
Engle, Robert F.
10
Herwartz, Helmut
10
Ledoit, Olivier
10
Polasek, Wolfgang
10
Rombouts, Jeroen V. K.
10
Saikkonen, Pentti
10
Wolf, Michael
10
Allen, David E.
9
Meitz, Mika
9
Miller, Stephen M.
9
Silvennoinen, Annastiina
9
Weber, Enzo
9
Zagaglia, Paolo
9
Asai, Manabu
8
Bauwens, Luc
8
Bouri, Elie
8
Fang, Wen-shwo
8
Nielsen, Morten Ørregaard
8
Pelloni, Gianluigi
8
Salisu, Afees A.
8
Audrino, Francesco
7
Mittnik, Stefan
7
Trojani, Fabio
7
Amado, Cristina
6
Andersen, Torben
6
Billio, Monica
6
Christoffersen, Peter F.
6
Hansen, Peter Reinhard
6
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
8
Published in...
All
Working paper
28
Econometric Institute research papers
21
School of Accounting, Finance and Economics & FEMARC working paper series
1
Working paper / Graduate Institute of International Studies
1
Source
All
ECONIS (ZBW)
51
Showing
1
-
10
of
51
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling environmental risk
Hoti, Suhejla
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002396335
Saved in:
2
An event study of Chinese tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011785180
Saved in:
3
Choosing expected shortfall over VaR in Basel III using stochastic dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011432786
Saved in:
4
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: April 2017
Persistent link: https://www.econbiz.de/10011659228
Saved in:
5
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
6
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
7
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
8
The correct egularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668132
Saved in:
9
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Chang, Chia-Lin
;
McAleer, Michael
;
Zuo, Guangdong
-
2017
-
Revised: May 2017
Persistent link: https://www.econbiz.de/10011965722
Saved in:
10
The fiction of full BEKK
Chang, Chia-Lin
;
McAleer, Michael
-
2017
Persistent link: https://www.econbiz.de/10011823320
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->